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isPartOf:"Journal of applied econometrics"
subject:"Lohnstruktur"
~isPartOf:"Discussion paper series / IZA"
~isPartOf:"Journal of econometrics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Kim, Donggyu"
~person:"Koopman, Siem Jan"
~subject:"Bayesian inference"
~subject:"Forecasting model"
~subject:"Itô process"
~subject:"Theorie"
~type_genre:"Article in journal"
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Lohnstruktur
Bayesian inference
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Itô process
Theorie
Estimation
9
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9
Time series analysis
7
Zeitreihenanalyse
7
Estimation theory
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Kim, Donggyu
Koopman, Siem Jan
Pesaran, M. Hashem
8
Gupta, Rangan
7
Koop, Gary
7
Phillips, Peter C. B.
6
Todorov, Viktor
6
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5
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5
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Asai, Manabu
3
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3
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3
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3
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Dijk, Dick van
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Fan, Jianqing
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Nonejad, Nima
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Shin, Yongcheol
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3
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Journal of applied econometrics
Discussion paper series / IZA
Journal of econometrics
The North American journal of economics and finance : a journal of financial economics studies
International journal of forecasting
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Econometric reviews
1
Economics letters
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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ECONIS (ZBW)
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1
Volatility analysis with realized GARCH-Itô models
Song, Xinyu
;
Kim, Donggyu
;
Yuan, Huiling
;
Cui, Xiangyu
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 393-410
Persistent link: https://www.econbiz.de/10012619433
Saved in:
2
Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction
Kim, Donggyu
;
Fan, Jianqing
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 395-417
Persistent link: https://www.econbiz.de/10012145042
Saved in:
3
Structured volatility matrix estimation for non-synchronized high-frequency financial data
Fan, Jianqing
;
Kim, Donggyu
- In:
Journal of econometrics
209
(
2019
)
1
,
pp. 61-78
Persistent link: https://www.econbiz.de/10012302521
Saved in:
4
Joint Bayesian analysis of oarameters and states in nonlinear non‐Gaussian state space models
Barra, István
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
; …
- In:
Journal of applied econometrics
32
(
2017
)
5
,
pp. 1003-1026
Persistent link: https://www.econbiz.de/10011862307
Saved in:
5
Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data
Kim, Donggyu
;
Wang, Yazhen
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 220-230
Persistent link: https://www.econbiz.de/10011705111
Saved in:
6
Spillover dynamics for systemic risk measurement using spatial financial time series models
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
; …
- In:
Journal of econometrics
195
(
2016
)
2
,
pp. 211-223
Persistent link: https://www.econbiz.de/10011705251
Saved in:
7
Smooth dynamic factor analysis with application to the US term structure of interest rates
Jungbacker, Borus
;
Koopman, Siem Jan
;
Wel, Michel van der
- In:
Journal of applied econometrics
29
(
2014
)
1
,
pp. 65-90
Persistent link: https://www.econbiz.de/10010414251
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